Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test1917Ticks modelled35798115Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit708.13Gross profit790.64Gross loss-82.51
Profit factor9.58Expected payoff26.23
Absolute drawdown16.03Maximal drawdown134.97 (1.25%)Relative drawdown1.25% (134.97)
Total trades27Short positions (won %)11 (63.64%)Long positions (won %)16 (75.00%)
Profit trades (% of total)19 (70.37%)Loss trades (% of total)8 (29.63%)
Largestprofit trade90.18loss trade-18.04
Averageprofit trade41.61loss trade-10.31
Maximumconsecutive wins (profit in money)10 (447.51)consecutive losses (loss in money)2 (-27.54)
Maximalconsecutive profit (count of wins)447.51 (10)consecutive loss (count of losses)-27.54 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 04:00sell10.101.586600.000000.00000
22022.06.10 04:00modify10.101.586601.599601.57460
32022.06.10 13:56sell20.101.580590.000000.00000
42022.06.10 13:56modify20.101.580591.584801.57460
52022.06.10 13:56modify10.101.586601.584801.57460
62022.06.10 14:35sell30.101.579390.000000.00000
72022.06.10 14:35modify30.101.579391.581801.57460
82022.06.10 14:35modify20.101.580591.581801.57460
92022.06.10 14:35modify10.101.586601.581801.57460
102022.06.10 14:39sell40.101.578160.000000.00000
112022.06.10 14:39modify40.101.578161.580001.57460
122022.06.10 14:39modify30.101.579391.580001.57460
132022.06.10 14:39modify20.101.580591.580001.57460
142022.06.10 14:39modify10.101.586601.580001.57460
152022.06.10 14:52s/l10.101.580001.580001.5746049.4510049.45
162022.06.10 14:52s/l20.101.580001.580001.574604.4210053.87
172022.06.10 14:52s/l30.101.580001.580001.57460-4.5710049.30
182022.06.10 14:52s/l40.101.580001.580001.57460-13.7910035.51
192022.08.12 16:00buy50.101.551180.000000.00000
202022.08.12 16:00modify50.101.551181.538181.56318
212022.08.15 09:47buy60.101.557190.000000.00000
222022.08.15 09:47modify60.101.557191.552981.56318
232022.08.15 09:47modify50.101.551181.552981.56318
242022.08.15 10:48buy70.101.558390.000000.00000
252022.08.15 10:48modify70.101.558391.555981.56318
262022.08.15 10:48modify60.101.557191.555981.56318
272022.08.15 10:48modify50.101.551181.555981.56318
282022.08.15 10:59buy80.101.559590.000000.00000
292022.08.15 10:59modify80.101.559591.557781.56318
302022.08.15 10:59modify70.101.558391.557781.56318
312022.08.15 10:59modify60.101.557191.557781.56318
322022.08.15 10:59modify50.101.551181.557781.56318
332022.08.15 12:30t/p50.101.563181.557781.5631889.5910125.10
342022.08.15 12:30t/p60.101.563181.557781.5631844.9310170.03
352022.08.15 12:30t/p70.101.563181.557781.5631835.9310205.96
362022.08.15 12:30t/p80.101.563181.557781.5631826.9310232.89
372022.09.05 04:00buy90.101.509040.000000.00000
382022.09.05 04:00modify90.101.509041.496041.52104
392022.09.05 22:08buy100.101.515040.000000.00000
402022.09.05 22:08modify100.101.515041.510841.52104
412022.09.05 22:08modify90.101.509041.510841.52104
422022.09.05 22:09buy110.101.516260.000000.00000
432022.09.05 22:09modify110.101.516261.513841.52104
442022.09.05 22:09modify100.101.515041.513841.52104
452022.09.05 22:09modify90.101.509041.513841.52104
462022.09.05 22:13buy120.101.517440.000000.00000
472022.09.05 22:13modify120.101.517441.515641.52104
482022.09.05 22:13modify110.101.516261.515641.52104
492022.09.05 22:13modify100.101.515041.515641.52104
502022.09.05 22:13modify90.101.509041.515641.52104
512022.09.06 06:54t/p90.101.521041.515641.5210489.5910322.49
522022.09.06 06:54t/p100.101.521041.515641.5210444.5810367.07
532022.09.06 06:54t/p110.101.521041.515641.5210435.4310402.50
542022.09.06 06:54t/p120.101.521041.515641.5210426.5810429.08
552023.02.03 04:00buy130.101.628230.000000.00000
562023.02.03 04:00modify130.101.628231.615231.64023
572023.02.03 09:47buy140.101.634240.000000.00000
582023.02.03 09:47modify140.101.634241.630031.64023
592023.02.03 09:47modify130.101.628231.630031.64023
602023.02.03 10:31buy150.101.635440.000000.00000
612023.02.03 10:31modify150.101.635441.633031.64023
622023.02.03 10:31modify140.101.634241.633031.64023
632023.02.03 10:31modify130.101.628231.633031.64023
642023.02.03 10:47buy160.101.636630.000000.00000
652023.02.03 10:47modify160.101.636631.634831.64023
662023.02.03 10:47modify150.101.635441.634831.64023
672023.02.03 10:47modify140.101.634241.634831.64023
682023.02.03 10:47modify130.101.628231.634831.64023
692023.02.03 11:07s/l130.101.634831.634831.6402349.5110478.59
702023.02.03 11:07s/l140.101.634831.634831.640234.4310483.02
712023.02.03 11:07s/l150.101.634831.634831.64023-4.5810478.44
722023.02.03 11:07s/l160.101.634831.634831.64023-13.5010464.94
732023.02.22 08:00sell170.101.640130.000000.00000
742023.02.22 08:00modify170.101.640131.653131.62813
752023.02.22 15:57sell180.101.634130.000000.00000
762023.02.22 15:57modify180.101.634131.638331.62813
772023.02.22 15:57modify170.101.640131.638331.62813
782023.02.22 17:02sell190.101.632920.000000.00000
792023.02.22 17:02modify190.101.632921.635331.62813
802023.02.22 17:02modify180.101.634131.635331.62813
812023.02.22 17:02modify170.101.640131.635331.62813
822023.02.22 21:56sell200.101.631720.000000.00000
832023.02.22 21:56modify200.101.631721.633531.62813
842023.02.22 21:56modify190.101.632921.633531.62813
852023.02.22 21:56modify180.101.634131.633531.62813
862023.02.22 21:56modify170.101.640131.633531.62813
872023.02.23 09:20t/p170.101.628131.633531.6281390.1810555.12
882023.02.23 09:20t/p180.101.628131.633531.6281345.2310600.35
892023.02.23 09:20t/p190.101.628131.633531.6281336.1610636.52
902023.02.23 09:20t/p200.101.628131.633531.6281327.1710663.69
912023.04.03 04:00buy210.101.660290.000000.00000
922023.04.03 04:00modify210.101.660291.647291.67229
932023.04.03 10:05buy220.101.666290.000000.00000
942023.04.03 10:05modify220.101.666291.662091.67229
952023.04.03 10:05modify210.101.660291.662091.67229
962023.04.03 12:13buy230.101.667510.000000.00000
972023.04.03 12:13modify230.101.667511.665091.67229
982023.04.03 12:13modify220.101.666291.665091.67229
992023.04.03 12:13modify210.101.660291.665091.67229
1002023.04.03 12:19buy240.101.668740.000000.00000
1012023.04.03 12:19modify240.101.668741.666891.67229
1022023.04.03 12:19modify230.101.667511.666891.67229
1032023.04.03 12:19modify220.101.666291.666891.67229
1042023.04.03 12:19modify210.101.660291.666891.67229
1052023.04.03 13:17s/l210.101.666891.666891.6722949.5110713.20
1062023.04.03 13:17s/l220.101.666891.666891.672294.5010717.70
1072023.04.03 13:17s/l230.101.666891.666891.67229-4.6510713.05
1082023.04.03 13:17s/l240.101.666891.666891.67229-13.8810699.17
1092023.04.26 16:00sell250.101.698050.000000.00000
1102023.04.26 16:00modify250.101.698051.711051.68605
1112023.05.01 15:40sell260.101.691970.000000.00000
1122023.05.01 15:40modify260.101.691971.696251.68605
1132023.05.01 15:40modify250.101.698051.696251.68605
1142023.05.01 16:21sell270.101.690830.000000.00000
1152023.05.01 16:21modify270.101.690831.693251.68605
1162023.05.01 16:21modify260.101.691971.693251.68605
1172023.05.01 16:21modify250.101.698051.693251.68605
1182023.05.02 00:09s/l250.101.693251.693251.6860536.5010735.67
1192023.05.02 00:09s/l260.101.693251.693251.68605-9.5010726.17
1202023.05.02 00:09s/l270.101.693251.693251.68605-18.0410708.13